Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 684165.3956 | 741624.0959 | -57458.7003 | -104567.5467 | -52755.9118 | -51811.6349 |
Total P&L (%) | 684.1654 | 741.6241 | -57.4587 | -104.5675 | -52.7559 | -51.8116 |
Avg Daily Profit (%) | 0.2903 | 0.3146 | -0.0244 | 0 | -0.0318 | -0.031 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220922 | -132790 | -221167 | -158729 | -37580 | -98427 |
Profit Factor | 2.0108 | 3.4633 | 0.8471 | 0.4571 | 0.3225 | 0.5485 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 24 | 11 | 13 | 29 | 15 | 14 |
Losing Trades | 34 | 18 | 16 | 29 | 14 | 15 |
Profitability (%) | 41.3793 | 37.931 | 44.8276 | 50 | 51.7241 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.8487 | 5.6672 | 1.0426 | 0.4571 | 0.301 | 0.5877 |
Largest Winning Trade | 876427 | 876427 | 57116 | 41757 | 5668 | 41757 |
Largest Losing Trade | -104927 | -35671 | -104927 | -45205 | -31357 | -45205 |
Avg Bars in Trades | 117 | 118 | 117 | 117 | 118 | 117 |
Avg Bars in Winners | 161 | 141 | 178 | 88 | 101 | 73 |
Avg Bars in Losers | 86 | 104 | 67 | 147 | 135 | 158 |
Bars Traded | 6829 | 3429 | 3400 | 6829 | 3429 | 3400 |
Profit Streak | 14.5579 | 31.2246 | 0 | 0 | 0 | 160.2246 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169631 | 411605 | -581177 | -760277 | -580609 | -580538 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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